Depression and exaggerated cardiovascular reactivity are considered risk factors for cardiovascular disease, possibly as a result of common antecedents, such as altered autonomic nervous system function. We examined the association between depressive symptomatology and cardiovascular reactions to psychological stress in 1608 adults (875 women) comprising three distinct age cohorts: 24-, 44-, and 63-year olds. Depression was assessed using the Hospital Anxiety and Depression Scale. Blood pressure and heart rate were measured at baseline and during the paced auditory serial arithmetic test. Depression scores were negatively associated with systolic blood pressure and heart rate reactions, after adjustment for likely confounders such as sex, cohort, occupational status, body mass index, stress task performance score, baseline cardiovascular activity, antidepressant and antihypertensive medication. The direction of association was opposite to that which would be expected if excessive reactivity were to mediate the association between depression and cardiovascular disease outcomes or if they shared common antecedents.